Analysis run in : 2024-08-31 09:00
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Table Visualization¶
Out[13]:
| category | codeCOT | futures | latest | deltaW | zscore3M | zscore6M | |
|---|---|---|---|---|---|---|---|
| 0 | equities | 13874A | E-MINI S&P 500 | -103,274 | 7,928 | -1.102101 | -0.362694 |
| 1 | equities | 1170E1 | VIX FUTURES | -30,472 | -5,880 | 1.166032 | 0.950649 |
| 2 | equities | 239742 | RUSSELL E-MINI | -16,939 | 11,568 | 1.106371 | 1.011943 |
| 3 | equities | 12460+ | DJIA Consolidated | 6,942 | 203 | -0.073595 | -0.652108 |
| 4 | equities | 209742 | NASDAQ MINI | 22,820 | 9,625 | 2.013260 | 2.464597 |
| 5 | equities | 240741 | NIKKEI STOCK AVERAGE | -1,853 | 538 | 0.628856 | 0.590536 |
| 6 | rates | 043602 | UST 10Y NOTE | -846,581 | 17,902 | -1.507509 | -2.066913 |
| 7 | rates | 044601 | UST 5Y NOTE | -1,652,262 | 88,523 | -0.757553 | -1.213075 |
| 8 | rates | 042601 | UST 2Y NOTE | -1,033,024 | 122,467 | 1.258157 | 0.230319 |
| 9 | rates | 020601 | UST BOND | -16,360 | -9,007 | 0.352652 | 0.332401 |
| 10 | rates | 045601 | FED FUNDS | -186,665 | -50,153 | -1.076587 | -0.990706 |
| 11 | rates | 132741 | EURODOLLARS-3M | 0 | 0 | 0.000000 | 0.000000 |
| 12 | currencies | 098662 | USD INDEX | 18,916 | 1,322 | 0.750161 | 1.319774 |
| 13 | currencies | 097741 | JAPANESE YEN | 26,414 | 3,644 | 1.555358 | 2.310825 |
| 14 | currencies | 099741 | EURO FX | 115,518 | 35,539 | 2.214312 | 2.503473 |
| 15 | currencies | 096742 | BRITISH POUND | 100,270 | 24,710 | 0.638381 | 1.116095 |
| 16 | currencies | 232741 | AUSTRALIAN DOLLAR | -16,984 | 20,269 | 0.600689 | 1.168035 |
| 17 | currencies | 090741 | CANADIAN DOLLAR | -111,188 | 53,751 | 0.836964 | -0.219327 |
| 18 | currencies | 095741 | MEXICAN PESO | 32,473 | -2,837 | -1.242796 | -1.787071 |
| 19 | currencies | 112741 | NZ DOLLAR | -8,316 | 5,453 | -0.821288 | -0.627325 |
| 20 | currencies | 092741 | SWISS FRANC | -26,094 | 802 | 1.228382 | 0.775826 |
| 21 | commodities | 133741 | BITCOIN | -354 | 78 | 0.603049 | 0.664822 |
| 22 | commodities | 06765T | BRENT LAST DAY | -24,046 | -5,520 | -1.055573 | -0.398183 |
| 23 | commodities | 088691 | GOLD | 294,857 | -4,927 | 1.622457 | 1.750841 |
| 24 | commodities | 085692 | COPPER- #1 | 18,370 | 736 | -1.167956 | -0.879602 |
| 25 | commodities | 023651 | NAT GAS NYME | -92,820 | -10,981 | -0.159476 | 0.642360 |
| 26 | commodities | 111659 | GASOLINE RBOB | 22,458 | 3,857 | -0.841130 | -1.260528 |
| 27 | commodities | 022651 | NY HARBOR ULSD | 11,650 | 1,949 | -0.581835 | -0.216537 |
| 28 | commodities | 084691 | SILVER | 48,949 | 4,586 | 0.171557 | 0.188999 |
| 29 | commodities | 076651 | PLATINUM | 15,441 | 2,218 | -0.393563 | -0.022565 |
| 30 | commodities | 002602 | CORN | -149,702 | 28,429 | 0.586589 | 0.420573 |
| 31 | commodities | 005602 | SOYBEANS | -173,402 | 3,983 | -0.648170 | -0.669616 |
| 32 | commodities | 001602 | WHEAT-SRW | -40,549 | -6,407 | 0.137944 | 0.187292 |
| 33 | commodities | 001612 | WHEAT-HRW | -23,190 | 3,843 | 0.009482 | 0.227463 |
| 34 | commodities | 057642 | LIVE CATTLE | 61,377 | -3,334 | -1.860221 | -1.540030 |
| 35 | commodities | 054642 | LEAN HOGS | 35,511 | 16,880 | 1.254338 | -0.395421 |
| 36 | commodities | 080732 | SUGAR NO. 11 | 30,440 | 39,715 | 0.480086 | -0.030897 |
| 37 | commodities | 033661 | COTTON NO. 2 | -33,894 | 5,203 | -0.884145 | -0.994845 |
| 38 | commodities | 083731 | COFFEE C | 67,114 | 2,951 | 0.274631 | 0.412904 |
| 39 | commodities | 073732 | COCOA | 23,282 | 2,119 | 1.024950 | 0.130790 |
| 40 | commodities | 040701 | FRZN CONCENTRATED ORANGE JUICE | 3,838 | 483 | 0.138681 | 0.719680 |
Plotting plotly¶
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